+16.6%
EIX vs FHN
+14.6%
+2.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.7% | +1.4% | +3.0% |
| 7D | +4.5% | +2.3% | +2.2% | +4.3% |
| 30D | +15.2% | +1.6% | +13.6% | +15.0% |
| 3M | -11.6% | -8.4% | -3.2% | -11.0% |
| 6M | -8.4% | -2.3% | -6.1% | -8.2% |
| YTD | +8.2% | +1.5% | +6.7% | +6.7% |
| 1Y | +16.6% | +15.0% | +1.6% | +13.5% |
| All | +16.6% | +14.6% | +2.0% | +13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FHN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling